+5.7%
AS vs WOLF
+40.4%
-34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | +4.5% | +17.0% | -12.5% | +3.2% |
| 30D | +13.2% | -14.3% | +27.5% | +14.0% |
| 3M | -11.9% | -10.5% | -1.4% | -12.2% |
| 6M | -11.6% | -43.7% | +32.1% | -10.4% |
| YTD | -14.7% | +50.7% | -65.4% | -26.1% |
| 1Y | +5.7% | +46.7% | -41.0% | -8.6% |
| All | +5.7% | +40.4% | -34.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling